On the relation between discounted and average optimal value functions (Q1268405)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the relation between discounted and average optimal value functions |
scientific article |
Statements
On the relation between discounted and average optimal value functions (English)
0 references
3 August 1999
0 references
The author investigates the relation between discounted and average deterministic optimal control problems for nonlinear control systems. In particular, he is interested in the corresponding optimal value functions. Using the concepts of viability, chain controllability, and controllability, a global convergence result for vanishing discount rate is obtained. Basic ingredients for the analysis are an Abelian type theorem, controllability properties of the system, and the Morse decomposition of the corresponding control flow.
0 references
deterministic nonlinear optimal control
0 references
discounted optimal control
0 references
average optimal control
0 references
Morse decomposition
0 references
viable sets
0 references
chain control sets
0 references
control sets
0 references
viability
0 references
0 references
0 references
